The MSQL_DQ wait type accumulates while waiting for a distributed query to complete and it is not necessarily indicative of an issue.

If MSQL_DQ is one of your top wait types accumulated on your SQL Server instance, you may also see an associated PREEMPTIVE_COM_QUERYINTERFACE wait type. And actually, you may see that the accumulated values are identical between these two wait types. PREEMPTIVE_COM_QUERYINTERFACE basically represents accumulated wait time for linked server queries and remote operations as well.

To illustrate, I’ll execute the following query that captures total wait stats before and after and returns the delta (I could use XEvents to do this too – but this is an isolated system and I only have one distributed query being executed at a time).

I’ll execute a distributed query 50 times and we’ll see what accumulates:

Because if MSQL_DQ is 25% of your accumulated wait time for the SQL Server instance – and PREEMPTIVE_COM_QUERYINTERFACE is also a matching 25% of your wait time, this doesn’t truly represent 50% of your overall wait time. You may overlook wait types with lower accumulated wait times – and in this scenario that may be a mistake.